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Devon Energy Corporation DVN

ENERGY · OIL & GAS E&P
i

Market dataready · fetched 2026-11-09T20:54:49.251Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-13

Calculation methodology

Options historyIV: ThetaData historical Greeks, equal-weight mean of call/put 50-delta IV across the next four listed Friday-cycle expirations, including holiday shifts verified against ThetaData’s market calendar. Missing inputs leave gaps. Skew: equal-weight mean of put minus call IV across those four expirations. IV-implied move history: mean of each expiration’s average call/put IV multiplied by the square root of remaining calendar days divided by 365.25; percentage of spot, not a quoted straddle premium.

History data

PriceAlpaca · sip · 2026-11-09T20:54:47.694884291Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-09T20:54:48.807208+00:00

Share price$42.42
1D+1.2%
$41.44$41.72$42.01$42.29$42.575:30 AM6:30 AM9:00 AM1:00 PMDVN
Sold putSold call

Devon Energy Corporation options

Live interpolated DVN call and put midpoint premiums by absolute delta.Devon Energy Corporation$0.14$0.93$1.72$2.51$3.30$39.16$40.99$42.82$44.65$46.4820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive DVN spot · $42.41DVN PRICE$0.22$0.30$0.38$0.48$0.58$0.67$0.77$0.86$0.96$1.28$1.59$1.83$1.88$0.26$0.33$0.44$0.54$0.61$0.73$0.86$1.08$1.29$1.46$1.88$2.58$3.07
PutsCheap0.92×
CallsCheap0.62×
SkewBearish+6.11 pp
Implied moveBearish±$1.63
TiltBearish12.3% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ44.2345.8%4.8%40.5752.1%5.0%
25Δ43.8946.2%4.2%41.0448.9%4.0%
30Δ43.5846.5%3.6%41.3250.3%3.6%
35Δ43.2946.9%3.2%41.6250.0%3.1%
40Δ43.0147.2%2.8%41.9546.7%2.5%
45Δ42.7445.9%2.4%42.2246.6%2.2%
50Δ42.4744.5%1.9%42.4847.1%1.9%
55Δ42.2443.0%1.6%42.7749.9%1.7%
60Δ42.0041.4%1.3%43.0751.8%1.5%
65Δ41.6547.7%1.2%43.3650.8%1.2%
70Δ41.2851.9%1.1%43.8556.4%1.1%
75Δ40.9652.3%0.9%44.5866.6%1.0%
80Δ40.8146.5%0.7%45.1768.1%0.7%

20Δ

Calls
Pseudo strike
44.23
IV
45.8%
B/E move
4.8%
Puts
Pseudo strike
40.57
IV
52.1%
B/E move
5.0%

25Δ

Calls
Pseudo strike
43.89
IV
46.2%
B/E move
4.2%
Puts
Pseudo strike
41.04
IV
48.9%
B/E move
4.0%

30Δ

Calls
Pseudo strike
43.58
IV
46.5%
B/E move
3.6%
Puts
Pseudo strike
41.32
IV
50.3%
B/E move
3.6%

35Δ

Calls
Pseudo strike
43.29
IV
46.9%
B/E move
3.2%
Puts
Pseudo strike
41.62
IV
50.0%
B/E move
3.1%

40Δ

Calls
Pseudo strike
43.01
IV
47.2%
B/E move
2.8%
Puts
Pseudo strike
41.95
IV
46.7%
B/E move
2.5%

45Δ

Calls
Pseudo strike
42.74
IV
45.9%
B/E move
2.4%
Puts
Pseudo strike
42.22
IV
46.6%
B/E move
2.2%

50Δ

Calls
Pseudo strike
42.47
IV
44.5%
B/E move
1.9%
Puts
Pseudo strike
42.48
IV
47.1%
B/E move
1.9%

55Δ

Calls
Pseudo strike
42.24
IV
43.0%
B/E move
1.6%
Puts
Pseudo strike
42.77
IV
49.9%
B/E move
1.7%

60Δ

Calls
Pseudo strike
42.00
IV
41.4%
B/E move
1.3%
Puts
Pseudo strike
43.07
IV
51.8%
B/E move
1.5%

65Δ

Calls
Pseudo strike
41.65
IV
47.7%
B/E move
1.2%
Puts
Pseudo strike
43.36
IV
50.8%
B/E move
1.2%

70Δ

Calls
Pseudo strike
41.28
IV
51.9%
B/E move
1.1%
Puts
Pseudo strike
43.85
IV
56.4%
B/E move
1.1%

75Δ

Calls
Pseudo strike
40.96
IV
52.3%
B/E move
0.9%
Puts
Pseudo strike
44.58
IV
66.6%
B/E move
1.0%

80Δ

Calls
Pseudo strike
40.81
IV
46.5%
B/E move
0.7%
Puts
Pseudo strike
45.17
IV
68.1%
B/E move
0.7%

Options history

IV · four-Friday blend44.52%
Daily close
DVN29.9%38.6%47.3%2026-08-11: 34.70%2026-08-12: 32.34%2026-08-13: 32.06%2026-08-14: 33.10%2026-08-17: 35.21%2026-08-18: 36.64%2026-08-19: 34.24%2026-08-20: 34.42%2026-08-21: 32.45%2026-08-24: 34.34%2026-08-25: 34.78%2026-08-26: 34.37%2026-08-27: 35.67%2026-08-28: 33.11%2026-08-31: 33.92%2026-09-01: 34.97%2026-09-02: 32.74%2026-09-03: 32.62%2026-09-04: 31.12%2026-09-08: 35.93%2026-09-09: 34.94%2026-09-10: 36.53%2026-09-11: 35.16%2026-09-14: 37.66%2026-09-15: 38.14%2026-09-16: 38.17%2026-09-17: 36.65%2026-09-18: 34.26%2026-09-21: 37.39%2026-09-22: 38.10%2026-09-23: 38.39%2026-09-24: 43.19%2026-09-25: 34.66%2026-09-28: 39.53%2026-09-29: 38.36%2026-09-30: 37.89%2026-10-01: 38.26%2026-10-02: 34.21%2026-10-05: 35.68%2026-10-06: 36.20%2026-10-07: 36.68%2026-10-08: 37.10%2026-10-09: 35.01%2026-10-12: 36.31%2026-10-13: 36.52%2026-10-14: 37.83%2026-10-15: 38.94%2026-10-16: 39.19%2026-10-19: 39.86%2026-10-20: 40.96%2026-10-21: 41.88%2026-10-22: 43.81%2026-10-23: 42.51%2026-10-26: 44.67%2026-10-27: 45.35%2026-10-28: 46.11%2026-10-29: 46.04%2026-10-30: 44.52%Aug 11Sep 21Oct 30
58 observations2026-08-11 — 2026-10-30
Table
DateIV (%)
34.70%
32.34%
32.06%
33.10%
35.21%
36.64%
34.24%
34.42%
32.45%
34.34%
34.78%
34.37%
35.67%
33.11%
33.92%
34.97%
32.74%
32.62%
31.12%
35.93%
34.94%
36.53%
35.16%
37.66%
38.14%
38.17%
36.65%
34.26%
37.39%
38.10%
38.39%
43.19%
34.66%
39.53%
38.36%
37.89%
38.26%
34.21%
35.68%
36.20%
36.68%
37.10%
35.01%
36.31%
36.52%
37.83%
38.94%
39.19%
39.86%
40.96%
41.88%
43.81%
42.51%
44.67%
45.35%
46.11%
46.04%
44.52%